Hi,
I want to compare probit coefficients across groups with the method proposed by Allison (1999). The method corrects for unobserved heterogeneity in binary regression models. I can find only a SAS macro on the author's homepage (
http://www.ssc.upenn.edu/~allison/glogit.sas). Has anyone of you ever implemented this method in R or knows how to integrate the macro?
Thank you very very much for your kind help and any tips!
Marius
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Marius Osterfeld
Rue Francois Guillimann 5
CH-1700 Fribourg
Lehrstuhl für Makroökonomie,
Industrie- und Wachstumspolitik
Boulevard de Pérolles 90
CH-1700 Fribourg
Tel. (Büro): 0041 26 300 93 81
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Tel. (CH): 0041 26 321 15 59
Tel. (D): 0049 2461 1859
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